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~subject:"Optionsgeschäft"
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Optionsgeschäft
Option pricing theory
46
Optionspreistheorie
46
Theorie
35
Theory
35
Monte Carlo simulation
32
Monte-Carlo-Simulation
29
Yield curve
22
Zinsstruktur
22
Option trading
16
Derivat
13
Derivative
13
Interest rate derivative
9
Zinsderivat
9
Greece
8
Griechenland
8
Simulation
8
Swap
8
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
LIBOR market model
6
USA
6
United States
6
Black-Scholes model
5
Black-Scholes-Modell
5
Currency derivative
5
Finanzmathematik
5
Monte Carlo
5
Portfolio selection
5
Portfolio-Management
5
Währungsderivat
5
Bermudan options
4
Early exercise
4
Greeks
4
Mathematical finance
4
Robust statistics
4
Robustes Verfahren
4
Estimation theory
3
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5
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1
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Article
9
Book / Working Paper
7
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9
Aufsatz in Zeitschrift
9
Arbeitspapier
7
Working Paper
7
Graue Literatur
5
Non-commercial literature
5
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English
16
Author
All
Joshi, Mark S.
15
Tang, Robert
6
Chan, Jiun Hong
2
Chao Yang
2
Beveridge, Christopher
1
Chan, Juin Hong
1
Fries, Christian P.
1
Joshi, Mark
1
Leung, Terence
1
Leung, Terence S.
1
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Applied mathematical finance
1
Journal of risk
1
Operations research letters
1
The journal of computational finance
1
The journal of futures markets
1
Working papers
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ECONIS (ZBW)
16
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1
Graphical Asian options
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924342
Saved in:
2
The use of power numeraires in option pricing
Joshi, Mark
- In:
Operations research letters
45
(
2017
)
2
,
pp. 133-138
Persistent link: https://www.econbiz.de/10011687633
Saved in:
3
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797784
Saved in:
4
Trinomial or binomial : accelerating American put option price on trees
Chan, Juin Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
-
2008
Persistent link: https://www.econbiz.de/10003797820
Saved in:
5
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
6
Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
7
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
8
Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options
Joshi, Mark S.
;
Leung, Terence S.
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10003542264
Saved in:
9
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
10
Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
-
2009
Persistent link: https://www.econbiz.de/10003924345
Saved in:
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